Maintainers

Classifiers

finitediff

finitediff containts two implementations (Fortran 90 and C++) version of Begnt Fornberg’s
formulae for generation of finite difference weights on aribtrarily
spaced one dimensional grids. The finite difference weights can be
used for optimized inter-/extrapolation data series for up to
arbitrary derivative order. Python bindings are provided.

Capabilities

finitediff currently provides callbacks for estimation of derivatives
or interpolation either at a single point or over an array (available
from the Python bindings).

The user may also manually generate the corresponding weights. (see
calculate_weights)